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Homogenization and Asymptotics for Small Transaction Costs: The Multi-dimensional Case

Homogenization and Asymptotics for Small Transaction Costs: The Multi-dimensional Case

AuthorHalil Mete Soner, D. Possamaï and N. Touzi
JournalCommunications in Partial Differential Equations
Date1 Jan. 2015
CategoryAcademic Publications
Volumevol. 40 (11), pp 2005-2046

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